Why is there a screw at the tip of the bracket? How does this attach to a glass shelf?

This is an adjustment screw that lets the bracket securely clamp onto a glass shelf. The screw presses against the glass, creating friction and holding the shelf firmly in place.

Technically, it acts like a set screw, applying pressure to the shelf to prevent movement or slippage.  Tighten the screw located at the tip or base of the bracket—this draws the clamp snugly around the glass.